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You like to learn and develop your skills in modelling
You are passionate about working with machine learning techniques and you like to learn and develop your skills in modelling
You have a degree (MSc or higher) in a quantitative / numerical, mathematics, physics, statistical field
You have an working knowledge in SAS or similar tool (Python, R) programming
You have knowledge of statistical tools and modelling techniques
You are characterized by an analytical and critical attitude
You enjoy checking, validating and looking for new ways to build models
You are fluent in both oral and written English for business
Any related work experience with credit risk models (PD / LGD / EAD)
Any related work experience on behaviour patterns models application
What makes ING Risk Hub stand out
Knowledge on regulatory capital models (IRB)
Knowledge on Loan Loss Provisioning models (IFRS9)
Knowledge of underwriting models or early-warning systems
We are expanding our team offering opportunity to steep learning curve following your ambitions
At ING Tech Poland and ING group we follow the Agile approach and mindset. We use flexible frameworks like Scrum and Kanban at our everyday work.
We are innovative and we trust people we work with. The broad autonomy our employees have, stimulates motivation and creativity what allows us to adapt to the changing requirements of business partners.
Small units called squads are the core of our organization. They have clear vision of products, overcome challenges autonomously and based on team cooperation, work out the most flexible and effective way of working.
Risk Hub Warsaw was created as a part of central risk team currently located in Amsterdam. In Warsaw we are building following chapters :
Data and analytical engineering
Credit Risk Modelling
We are new organization currently creating our work culture and way of working our task is to set new standards for entire risk team.
People in Model Validation chapter assesses whether models are appropriate for intended use and compliant with internal policies and external regulations.
Our goal is to increase the ING’s understanding of a model’s limitations & weaknesses and contribute to ongoing model improvement to ensure the added value of models.
Together with the team in Amsterdam you will be validating models used for regulatory capital (Internal Rating Based approach) and loan loss provisioning (IFRS9), covering all components of the models for any type of portfolio globally.
In addition, the team has the ambition to expend the scope to credit decision models such as underwriting models, loan pricing and early-
warning systems. We use statistical techniques, amended with qualitative analyses, to assess the quality of the models and the appropriate use by the model stakeholders.
Our reports are presented to Senior Management on group level to make decision on the ongoing use of models or approval of new models.
Our reports are also shared frequently with external regulators (ECB), internal and external audit.
What makes ING Risk Hub stand out
We work with new models creating and validating them
We work for global ING group scope as part of central risk team
We assess the model performance and capital adequacy of worldwide loan portfolios covering retail, SME and wholesale businesses and comprising all type of loans initiated via credit lines from mortgages to specialized lending
We have high impact in the organization with direct reporting line to CRO, our reports are presented to Senior Management and shared frequently with external regulators (ECB), internal and external audit.
We continuously work on automating and improving our work
We are one of the biggest risk team in Poland
We work in an agile manner implemented in practice in entire organization
We are a new team creating its own inclusive impactful culture
We focus on development of our people by trainings, fast contribution to products and sharing knowledge within teams
perform assessment of credit risk models : 40%
learn and develop skills : 20%
write high quality validation reports : 20%
interact with model stakeholders : 10%
ongoing improvement & coordination : 10%
Positive constructive mind-set
Excellent communication skills in English
Ability to write clear reports
Ability to work in small teams Work independently
access to the newest technologies
free English lessons
Your health, physical condition and family
Private medical care
MultiSport card with 50% funding
Chillout and entertainment zones
suitable working conditions
Stable employment conditions